Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 2.98% | 0.35 CHF | 0.36 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 19,855 CHF | 20,455 CHF | 100.00% | 100.00% |
12/07/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 20,089 CHF | 20,689 CHF | 100.00% | 100.00% |
11/07/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 60,000 | 60,000 | 59,953 | 59,953 | 19,895 CHF | 20,495 CHF | 100.00% | 100.00% |
10/07/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 60,000 | 60,000 | 60,202 | 60,202 | 21,587 CHF | 22,189 CHF | 100.00% | 100.00% |
09/07/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 60,000 | 60,000 | 60,501 | 60,501 | 22,124 CHF | 22,729 CHF | 100.00% | 100.00% |
08/07/2024 | 2.81% | 0.37 CHF | 0.38 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 21,183 CHF | 21,785 CHF | 100.00% | 100.00% |
05/07/2024 | 2.67% | 0.39 CHF | 0.40 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 22,313 CHF | 22,917 CHF | 100.00% | 100.00% |
04/07/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 21,512 CHF | 22,112 CHF | 100.00% | 100.00% |
03/07/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 60,000 | 60,000 | 61,917 | 61,917 | 23,809 CHF | 24,429 CHF | 100.00% | 100.00% |
02/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 27,064 CHF | 27,714 CHF | 100.00% | 100.00% |